-21.7%
ONON vs NVS
+94.2%
-115.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.1% | -14.3% | +12.2% | +2.3% |
| 30D | -11.6% | -10.0% | -1.7% | -9.2% |
| 3M | -30.1% | -10.9% | -19.2% | -28.0% |
| 6M | -30.5% | -12.0% | -18.5% | -28.2% |
| YTD | -41.0% | +2.5% | -43.5% | -42.1% |
| 1Y | -36.7% | +10.7% | -47.4% | -39.4% |
| 3Y | -8.6% | +53.3% | -61.9% | -25.2% |
| All | -21.7% | +94.2% | -115.9% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling